He continued: "A piece of advice Jack gave me when I first heard it I didn't know what the advice was— He said, 'Jimmy, you've got to be comfortable in your own skin.' Now, when I heard that I'm like 'Well, yeah, of course you do.' But I didn't realize how many different situations you can apply that same piece of advice."

Lee said that whether you go in for a job interview at a bank or have to present a big M&A deal before a board, you have to be yourself.

"I think there's a lot to be said for being yourself," said Lee. "You get up to the plate and you think this guy is going to throw you a fast ball, but he throws you a curve ball. You've got to be ready for the curve ball. I think being comfortable in your own skin is an important trait. It relaxes you. It calms you down and gives you the ability to deal with the unexpected."

** We've been asking Wall Street vets about their earliest experiences in finance. If you have a piece of advice you received or a story about a lesson you learned early on in your career, feel free to email jlaroche@businessinsider.com. We can keep you anonymous.